|
index_ret |
future_ret |
alpha_gain_from_index_future_hedge |
premium+_discount- |
premium_perleftday |
premium_yearly |
alpha_from_future_shorts |
future_last |
future_last_ytd |
future_cost |
index_price |
contract_deal_last_day |
deal_days_left_total |
hold_days |
| hedge_20240508_151419 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| CFFEX.IM2404 |
-0.015416 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5538.613 |
20240419 |
0 |
111 |
| CFFEX.IM2405 |
-0.015416 |
-0.015517 |
0.0001 |
-0.003397 |
-0.000425 |
-0.10275 |
-0.007664 |
5519.8 |
5606.8 |
6039.525 |
5538.613 |
20240517 |
8 |
111 |
| CFFEX.IM2406 |
-0.015416 |
-0.017275 |
0.001858 |
-0.013977 |
-0.000437 |
-0.105701 |
-0.005042 |
5461.2 |
5557.2 |
5992.6 |
5538.613 |
20240621 |
32 |
111 |
| CFFEX.IM2409 |
-0.015416 |
-0.018159 |
0.002743 |
-0.031599 |
-0.000333 |
-0.080494 |
- |
5363.6 |
5462.8 |
- |
5538.613 |
20240920 |
95 |
111 |
| CFFEX.IM2412 |
-0.015416 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5538.613 |
20241220 |
155 |
111 |
| CFFEX.IC2404 |
-0.012012 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5460.693 |
20240419 |
0 |
111 |
| CFFEX.IC2405 |
-0.012012 |
-0.01293 |
0.000918 |
-0.001848 |
-0.000231 |
-0.055911 |
- |
5450.6 |
5522.0 |
- |
5460.693 |
20240517 |
8 |
111 |
| CFFEX.IC2406 |
-0.012012 |
-0.012756 |
0.000744 |
-0.007855 |
-0.000245 |
-0.059402 |
- |
5417.8 |
5487.8 |
- |
5460.693 |
20240621 |
32 |
111 |
| CFFEX.IC2409 |
-0.012012 |
-0.013893 |
0.001881 |
-0.017341 |
-0.000183 |
-0.044174 |
- |
5366.0 |
5441.6 |
- |
5460.693 |
20240920 |
95 |
111 |
| CFFEX.IC2412 |
-0.012012 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
5460.693 |
20241220 |
155 |
111 |
| CFFEX.IF2404 |
-0.008023 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3629.651 |
20240419 |
0 |
111 |
| CFFEX.IF2405 |
-0.008023 |
-0.008037 |
0.000014 |
-0.00029 |
-0.000036 |
-0.008759 |
- |
3628.6 |
3658.0 |
- |
3629.651 |
20240517 |
8 |
111 |
| CFFEX.IF2406 |
-0.008023 |
-0.008503 |
0.00048 |
-0.004147 |
-0.00013 |
-0.031359 |
- |
3614.6 |
3645.6 |
- |
3629.651 |
20240621 |
32 |
111 |
| CFFEX.IF2409 |
-0.008023 |
-0.009136 |
0.001113 |
-0.013955 |
-0.000147 |
-0.035548 |
- |
3579.0 |
3612.0 |
- |
3629.651 |
20240920 |
95 |
111 |
| CFFEX.IF2412 |
-0.008023 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
3629.651 |
20241220 |
155 |
111 |
| CFFEX.IH2404 |
-0.005726 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2485.458 |
20240419 |
0 |
111 |
| CFFEX.IH2405 |
-0.005726 |
-0.006309 |
0.000583 |
0.001264 |
0.000158 |
0.038241 |
- |
2488.6 |
2504.4 |
- |
2485.458 |
20240517 |
8 |
111 |
| CFFEX.IH2406 |
-0.005726 |
-0.006413 |
0.000687 |
-0.002598 |
-0.000081 |
-0.01965 |
- |
2479.0 |
2495.0 |
- |
2485.458 |
20240621 |
32 |
111 |
| CFFEX.IH2409 |
-0.005726 |
-0.006497 |
0.000772 |
-0.015634 |
-0.000165 |
-0.039826 |
- |
2446.6 |
2462.6 |
- |
2485.458 |
20240920 |
95 |
111 |
| CFFEX.IH2412 |
-0.005726 |
- |
- |
- |
- |
- |
- |
- |
- |
- |
2485.458 |
20241220 |
155 |
111 |